Making sense of the EU wide stress test: a comparison with the SRISK approach
Year of publication: |
2017
|
---|---|
Authors: | Homar, Timotej ; Kick, Heinrich ; Salleo, Carmelo |
Published in: |
Asset pricing, financial intermediation and banking supervision in the aftermath of the financial crisis. - Frankfurt (Main). - 2017, p. 137-170
|
Subject: | Bankenaufsicht | Banking supervision | Stresstest | Stress test | Risikomodell | Risk model | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries |
-
Making Sense of the EU Wide Stress Test : A Comparison with the SRISK Approach
Homar, Timotej, (2016)
-
Making sense of the EU wide stress test : a comparison with the SRISK approach
Homar, Timotej, (2016)
-
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V., (2013)
- More ...
-
What drives forbearance - evidence from the ECB Comprehensive Assessment
Homar, Timotej, (2015)
-
Making sense of the EU wide stress test: a comparison with the SRISK approach
Homar, Timotej, (2016)
-
What drives forbearance : evidence from the ECB Comprehensive Assessment
Homar, Timotej, (2015)
- More ...